+6.3%
PCAR vs AMC
+24.6%
-18.3%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.9% | -4.4% | -2.5% |
| 7D | +0.1% | +2.6% | -2.5% | 0.0% |
| 30D | -4.6% | +9.0% | -13.6% | -4.8% |
| 3M | -22.6% | +22.2% | -44.8% | -23.0% |
| 6M | -12.0% | +91.5% | -103.4% | -15.3% |
| YTD | -6.1% | +101.3% | -107.4% | -10.8% |
| 1Y | +6.3% | +20.8% | -14.4% | +11.8% |
| All | +6.3% | +24.6% | -18.3% | +11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded AMC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling